+95.2%
HIMS vs REPL
+90.0%
+5.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.6% | -21.2% | -16.9% |
| 7D | -25.6% | +12.7% | -38.3% | -26.1% |
| 30D | -38.1% | +73.5% | -111.6% | -40.3% |
| 3M | -39.8% | +70.3% | -110.1% | -41.9% |
| 6M | -32.3% | +472.0% | -504.3% | -42.1% |
| YTD | -41.1% | +139.5% | -180.6% | -48.7% |
| 1Y | -53.4% | +167.3% | -220.7% | -59.8% |
| 3Y | +180.9% | +109.5% | +71.4% | +97.1% |
| 5Y | +138.5% | -29.9% | +168.5% | +83.7% |
| All | +95.2% | +90.0% | +5.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling